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subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Reichlin, Lucrezia"
~type_genre:"Non-commercial literature"
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Reichlin, Lucrezia
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ECONIS (ZBW)
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Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
Mol, Christine de
;
Giannone, Domenico
;
Reichlin, Lucrezia
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2006
Persistent link: https://www.econbiz.de/10003381781
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Factor models in large cross-sections of time series
Reichlin, Lucrezia
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2002
Persistent link: https://www.econbiz.de/10001657592
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The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
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2002
Persistent link: https://www.econbiz.de/10013424011
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A measure of comovement for economic variables : theory and empirics
Croux, Christophe
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1999
Persistent link: https://www.econbiz.de/10013422947
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